I tried to import a camera from an external .blend file via "link" and "append" but in both cases, nothing happens.
So how do I import a camera with all its settings into another blend file?
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You should append the camera from the "Object" Data-Block, not the "Camera" Data-Block.
Shift+F1 to append, select the .blend file and go to the Object Data-Block and select the camera. Then hit "Append from Library".
When you append from the "Camera" Data-Block, you are appending the Camera's settings, not the Camera object itself.
But when you append from the "Object" Data-Block, you'll be appending the camera itself (the object), including it's settings.